Rendering Environment pass without Combined pass in Cycles
You can't use both volume scatter and a background in the world settings at the same time (read this post).

The workaround is creating a "domain" object around the area where you need the volume scattering. In order to be transparent, the domain will have no surface and only volume scattering. 

Your HDRi world texture can then be used normally (Keep in mind that volume scatter will make things a bit darker so you might need to make your light sources and environment texture brighter).


(HDRi by Giant Cow Films)